V-Lab
V-Lab
Mirvac Group GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 3rd, 2025:20.99% (-0.58%)
Analysis last updated: Tuesday, June 3, 2025 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mirvac Group GJR-GARCH
paramt-stat
ω0.011913.67
α0.034116.97
β0.9370741.31
γ0.053011.57
Estimation Period:
Jun 18, 1999 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts